[R-sig-ins] how to convert a claims development aggregates into the class "triangle" "matrix" with Chain Ladder Package
Gesmann, Markus
Markus.Gesmann at lloyds.com
Mon Apr 27 10:25:07 CEST 2015
I have a blog post, which should help as well:
http://www.magesblog.com/2014/11/first-steps-with-chainladder-import.html
-----Original Message-----
From: R-SIG-insurance [mailto:r-sig-insurance-bounces at r-project.org] On Behalf Of Christophe Dutang
Sent: 27 April 2015 08:15
To: Charles Thuo
Cc: r-sig-insurance at r-project.org
Subject: Re: [R-sig-ins] how to convert a claims development aggregates into the class "triangle" "matrix" with Chain Ladder Package
Hi,
I think you need to use as.triangle and look also to the vignette : http://cran.r-project.org/web/packages/ChainLadder/vignettes/ChainLadder.pdf
CD
---------------------------------------
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr
Le 27 avr. 2015 à 09:07, Charles Thuo <tcmuigai at gmail.com> a écrit :
> I have claims development data that has already aggregate into the
> triangles as shown below;
>
> When i read the data into R using the following command:
>
> d<-
> read.table(file="clipboard",sep="\t",header=TRUE,check.names=FALSE) it yields a data frame.
>
> However when i check the class of sample data in Chain Ladder
>
>> class(RAA)
> [1] "triangle" "matrix"
>>
> How can i convert my data to be the same class as RAA
>
>
> Charles.
>
> [[alternative HTML version deleted]]
>
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